My ancient golden dragon has a lot of time, since he doesn't die of old age in my world, and a lot of magical constructs that will tirelessly built a defensive mountain chain for him.

This chain will act as defence as well as a testament of his might.
It consists of blocks stacked on each other.
There don't need to be any rooms in it apart from maybe some small guard garrisons near the top. Other than that it can be solid stone blocks and as wide as need be.

The wall will be 3000 km long.  
One side should be as close to vertical as possible, the other can be sloped.   
Earthquakes shouldn't be taken into account, wind can be a factor.  
Bricks should preferably be made from materials easily available. Better ones can be constructed trough magic but then the "reward"/"cost" tradeoff should be high enough.   
One construct would be able to carry 1000 kg(2200 pounds) to the top of the wall in each trip.

Presume that simple resources are no problem.  
Builder constructs created over estimated time frame should be the biggest thing to consider.

*Adressing simimar question*
- https://worldbuilding.stackexchange.com/questions/73842/how-quickly-can-i-form-a-mountain-chain    
This is focused on natural formation, I'm focused on man(construct) made formation